+1,117.4%
XLI vs CLS
+2,213.7%
-1,096.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.1% | +4.6% | -5.6% | -2.0% |
| 30D | -5.9% | -13.9% | +8.0% | -3.8% |
| 3M | -0.3% | -26.6% | +26.3% | +4.0% |
| 6M | +0.1% | +15.4% | -15.3% | -5.7% |
| YTD | +13.6% | +5.7% | +7.9% | +7.8% |
| 1Y | +17.2% | +41.1% | -23.9% | +3.1% |
| 3Y | +68.2% | +1,228.6% | -1,160.4% | -13.3% |
| 5Y | +80.7% | +3,240.6% | -3,159.9% | -25.1% |
| 10Y | +253.3% | +2,760.3% | -2,507.1% | +41.4% |
| All | +1,117.4% | +2,213.7% | -1,096.3% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling